+1,348.4%
ABBV vs ACM
+210.0%
+1,138.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.8% | +6.6% | -3.9% | +1.3% |
| 30D | +7.0% | +19.8% | -12.8% | +2.6% |
| 3M | +19.2% | -3.1% | +22.4% | +19.5% |
| 6M | +47.8% | -11.5% | +59.3% | +50.4% |
| YTD | +32.5% | -24.7% | +57.2% | +39.0% |
| 1Y | +38.4% | -45.1% | +83.4% | +57.0% |
| 3Y | +134.3% | -8.9% | +143.2% | +129.8% |
| 5Y | +200.6% | +5.4% | +195.2% | +178.7% |
| 10Y | +590.1% | +131.1% | +459.0% | +379.5% |
| All | +1,348.4% | +210.0% | +1,138.4% | +896.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling